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Dóra Kocsis
dynare
Commits
ab7003f8
Commit
ab7003f8
authored
Sep 15, 2011
by
Houtan Bastani
Browse files
MS-SBVAR: change default for drop option
parent
85d56423
Changes
2
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Inline
Side-by-side
matlab/ms-sbvar/initialize_ms_sbvar_options.m
View file @
ab7003f8
...
...
@@ -87,8 +87,8 @@ options_.ms.random_function_convergence_criterion = 0.1;
options_
.
ms
.
random_parameter_convergence_criterion
=
0.1
;
% simulation
options_
.
ms
.
mh_replic
=
10000
;
% default differs from Dan's code
options_
.
ms
.
drop
=
0.1
*
options_
.
ms
.
mh_replic
;
options_
.
ms
.
thinning_factor
=
1
;
options_
.
ms
.
drop
=
0.1
*
options_
.
ms
.
mh_replic
*
options_
.
ms
.
thinning_factor
;
options_
.
ms
.
adaptive_mh_draws
=
30000
;
% mdd
options_
.
ms
.
mdd_proposal_draws
=
100000
;
...
...
preprocessor/ComputingTasks.cc
View file @
ab7003f8
...
...
@@ -966,10 +966,11 @@ MSSBVARSimulationStatement::writeOutput(ostream &output, const string &basename)
// Redeclare drop option if necessary
OptionsList
::
num_options_t
::
const_iterator
mh_replic_it
=
options_list
.
num_options
.
find
(
"ms.mh_replic"
);
OptionsList
::
num_options_t
::
const_iterator
thinning_factor_it
=
options_list
.
num_options
.
find
(
"ms.thinning_factor"
);
OptionsList
::
num_options_t
::
const_iterator
drop_it
=
options_list
.
num_options
.
find
(
"ms.drop"
);
if
(
mh_replic_it
!=
options_list
.
num_options
.
end
())
if
(
mh_replic_it
!=
options_list
.
num_options
.
end
()
||
thinning_factor_it
!=
options_list
.
num_options
.
end
())
if
(
drop_it
==
options_list
.
num_options
.
end
())
output
<<
"options_.ms.drop = 0.1*options_.ms.mh_replic;"
<<
endl
;
output
<<
"options_.ms.drop = 0.1*options_.ms.mh_replic
*options_.ms.thinning_factor
;"
<<
endl
;
output
<<
"[options_, oo_] = ms_simulation(M_, options_, oo_);"
<<
endl
;
}
...
...
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